| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1439294.1755 | 1288755.1083 | 150539.0672 | 9668441.9069 | 3389102.5675 | 6279339.3395 |
| Total P&L (%) | 1439.2942 | 1288.7551 | 150.5391 | 9668.4419 | 3389.1026 | 6279.3393 |
| Avg Daily Profit (%) | 0.7732 | 0.6923 | 0.0809 | 0.2464 | 0.191 | 0.2235 |
| Buy And Hold Return (%) | 108.0549 | 108.0549 | 108.0549 | 108.0549 | 108.0549 | 108.0549 |
| Max Trade Drawdown | -98080 | -62978 | -54458 | -5744811 | -6696510 | -4330604 |
| Profit Factor | 3.3038 | 4.5224 | 1.5815 | 1.3394 | 1.1939 | 1.5707 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
| Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
| Profitability (%) | 34.8214 | 30.3571 | 39.2857 | 34.8214 | 30.3571 | 39.2857 |
| Ratio Avg Win / Avg Loss | 6.1841 | 10.375 | 2.4442 | 2.5072 | 2.7389 | 2.4274 |
| Largest Winning Trade | 872003 | 872003 | 69739 | 6303627 | 5522090 | 6303627 |
| Largest Losing Trade | -28044 | -20919 | -28044 | -3245371 | -3245371 | -2823933 |
| Avg Bars in Trades | 98 | 108 | 87 | 98 | 108 | 87 |
| Avg Bars in Winners | 209 | 258 | 172 | 209 | 258 | 172 |
| Avg Bars in Losers | 38 | 42 | 33 | 38 | 42 | 33 |
| Bars Traded | 10993 | 6071 | 4922 | 10993 | 6071 | 4922 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 491327 | -168281 | -309743 | 153555 | -186154 | -173134 |
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11169,
"evaluation_days": 1861.5,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1601323200000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760020672217,
"expiration_time": 1764836208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 149,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 28,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
1439294.175510973,
1288755.1083393479,
150539.0671716252,
9668441.906943405,
3389102.5674600704,
6279339.339483337
],
[
1439.294176,
1288.755108,
150.539067,
9668.441907,
3389.102567,
6279.339339
],
[
0.773191,
0.692321,
0.08087,
0.246435,
0.191008,
0.223491
],
[
108.054903,
108.054903,
108.054903,
108.054903,
108.054903,
108.054903
],
[
-98080,
-62978,
-54458,
-5744811,
-6696510,
-4330604
],
[
3.303808,
4.522426,
1.581514,
1.33944,
1.193884,
1.570667
],
[
112,
56,
56,
112,
56,
56
],
[
39,
17,
22,
39,
17,
22
],
[
73,
39,
34,
73,
39,
34
],
[
34.821429,
30.357143,
39.285714,
34.821429,
30.357143,
39.285714
],
[
6.184051,
10.374978,
2.444158,
2.507156,
2.738911,
2.427395
],
[
872003,
872003,
69739,
6303627,
5522090,
6303627
],
[
-28044,
-20919,
-28044,
-3245371,
-3245371,
-2823933
],
[
98,
108,
87,
98,
108,
87
],
[
209,
258,
172,
209,
258,
172
],
[
38,
42,
33,
38,
42,
33
],
[
10993,
6071,
4922,
10993,
6071,
4922
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
491327,
-168281,
-309743,
153555,
-186154,
-173134
]
]
}
{
"trading_pair": "RUNE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11169,
"evaluation_days": 1861.5,
"actual_first_datapoint_time": 1599192000000,
"first_datapoint_time": 1601323200000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760020672217,
"expiration_time": 1764836208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 149,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 28,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|